+24.8%
GDX vs MKC
-18.2%
+43.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.4% | +3.6% | +9.0% |
| 7D | +0.8% | +9.6% | -8.8% | +0.9% |
| 30D | -3.2% | +12.0% | -15.3% | -3.1% |
| 3M | +8.6% | -2.0% | +10.6% | +8.3% |
| 6M | -1.2% | +7.2% | -8.4% | -1.1% |
| YTD | -1.4% | -23.7% | +22.4% | +4.6% |
| 1Y | +24.8% | -18.3% | +43.1% | +31.5% |
| All | +24.8% | -18.2% | +43.0% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling